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If you were in Management Studio when you closed the window, any open transaction is rolled back (SSMS issues a IF @@TRANCOUNT > 0 ROLLBACK TRANSACTION statement for you).
Generally, if a connection is closed gracefully, SQL Server rolls back any open transaction anyway as part of the connection closure process.

1
Sign in to vote
If you were in Management Studio when you closed the window, any open transaction is rolled back (SSMS issues a IF @@TRANCOUNT > 0 ROLLBACK TRANSACTION statement for you).
Generally, if a connection is closed gracefully, SQL Server rolls back any open transaction anyway as part of the connection closure process.
